Thursday, January 21, 2016

Other MCMC Class Links

1. Bernd Berg's MCMC Class at FSU (link). The lectures are clear and concise, with a bias towards statistical physics.

2. Michael Mascagni's Monte Carlo class at FSU. The landing page has many useful links, and the lecture notes are available here. The class focuses on random number generation, direct Monte Carlo methods, and using MC to solve PDEs.